Fractional Fokker-Planck dynamics: Numerical algorithm and simulations
نویسندگان
چکیده
منابع مشابه
Fractional Fokker-Planck dynamics: Numerical algorithm and simulations.
Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying continuous-time random walk. An efficient numerical algorithm is developed which is applicable for an arbitrary potential. This algorithm is then applied to investigate the fractional current and the corresponding nonlinear mobility in d...
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This paper presents a new numerical method to solve time fractional Fokker-Planck equation. The space dimension is discretized to the Gauss-Lobatto points, then we apply pseudo-spectral successive integration matrix for this dimension. This approach shows that with less number of points, we can approximate the solution with more accuracy. The numerical results of the examples are displayed.
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A computer algorithm for the visualization of sample paths of anomalous diffusion processes is developed. It is based on the stochastic representation of the fractional Fokker-Planck equation describing anomalous diffusion in a nonconstant potential. Monte Carlo methods employing the introduced algorithm will surely provide tools for studying many relevant statistical characteristics of the fra...
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Recently, Metzler et al. [Phys. Rev. Lett. 82, 3563 (1999)], introduced a fractional Fokker-Planck equation (FFPE) describing a subdiffusive behavior of a particle under the combined influence of external nonlinear force field, and a Boltzmann thermal heat bath. In this paper we present the solution of the FFPE in terms of an integral transformation. The transformation maps the solution of ordi...
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We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavytailed increments, and the transition probability density of the noise generating process. Explicit expressions for these parameters are derived both for finite and infinite variance of the rescaled transition probability de...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2006
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.73.046133